Invariance principles in Besov spaces, Gaussian processes and long-range dependence

DOI10.1007/S13370-011-0059-1MaRDI QIDQ384773zbMATH OpenOpenAlexFDO

Authors Salah Hajji, El Hassan Lakhel

Publication date 28 November 2013

Published in Afrika Matematika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13370-011-0059-1

zbMATH Keywords

Gaussian processeslong-range dependenceBesov spacesinvariance principle

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

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Cites work

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• Fractional Brownian motion, random walks and binary market models
• Mixing: Properties and examples
• Moment bounds for associated sequences
• Moment bounds for stationary mixing sequences
• Noncentral limit theorems and Appell polynomials
• On Convergence of Stochastic Processes
• Quelques espaces fonctionnels associés à des processus gaussiens
• Stochastic analysis of the fractional Brownian motion
• The Invariance Principle for Stationary Processes
• Weak convergence in Besov spaces to fractional Brownian motion
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(6)

• Invariance principle, multifractional Gaussian processes and long-range dependence
• Invariance principle for functions of stationarily connected Gaussian variables
• An invariance principle of Donsker type in the class of Besov-Orlicz spaces
• Weak invariance principle in some Besov spaces for stationary martingale differences
• Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
• Donsker Type Theorem in Besov Spaces Involving Regularly Varying Functions

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